-13.2%
EXFY vs VT
+74.0%
-87.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.7% |
| 7D | -10.2% | +2.4% | -12.6% | -13.6% |
| 30D | -24.9% | -1.5% | -23.4% | -23.3% |
| 3M | -17.1% | -4.1% | -13.0% | -12.2% |
| 6M | +61.4% | +0.6% | +60.8% | +60.4% |
| YTD | +21.9% | +11.0% | +10.8% | +3.0% |
| 1Y | +29.6% | +13.3% | +16.2% | +5.8% |
| 3Y | -13.2% | +73.4% | -86.6% | -74.6% |
| All | -13.2% | +74.0% | -87.2% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling